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Frequently asked questions on market risk capital requirements

The Basel Committee is publishing an updated version of the frequently asked questions on market risk capital requirements, March 2018.

22.03.2018, 19:00   BCBS

Frequently asked questions on the Basel III standardised approach for measuring counterparty credit risk exposures

The Basel Committee on Banking Supervision has received a number of interpretation questions related to the Standardised Approach for measuring counterparty credit risk (SA-CCR), as published in March 2014 (and revised in April 2014). This document presents a set of frequently asked questions that relate to the SA-CCR. ...

22.03.2018, 19:00   BCBS

Revisions to the minimum capital requirements for market risk - consultative document

In order to address the issues with the standard that the Committee has identified, this consultative document proposes a number of revisions to the standard. It also sets out the Committee's proposals for a simplified alternative to the revised standardised approach to market risk, which take into account responses to the consultative document the Committee issued in June 2017. ...

22.03.2018, 19:00   BCBS

Pillar 3 disclosure requirements: regulatory treatment of accounting provisions - consultative document

The following technical amendment to the rules text is related to additional Pillar 3 disclosure requirements for those jurisdictions implementing an expected credit loss (ECL) accounting model as well as for those adopting transitional arrangements for the regulatory treatment of accounting provisions. ...

22.03.2018, 13:00   BCBS

EBA updates list of public sector entities for the calculation of capital requirements

The European Banking Authority (EBA) published today an updated list of regional governments and local authorities that may be treated as central governments for the calculation of capital requirements, in accordance with the EU Capital Requirements Regulation (CRR).

22.03.2018, 11:09   EBA

Департамент коллективных инвестиций и доверительного управления ( по 02.04.2018 )

Проект указания Банка России «О порядке расчета дохода от инвестирования средств пенсионных накоплений для целей расчета переменной части вознаграждения негосударственного пенсионного фонда»

20.03.2018, 20:44   Банк России

Департамент микрофинансового рынка ( по 26.03.2018 )

Проект указания Банка России «О мерах, применяемых саморегулируемой организацией в сфере финансового рынка, объединяющей микрофинансовые организации, за несоблюдение микрокредитными компаниями требований, установленных Федеральным законом от 2 июля 2010 года № 151-ФЗ «О микрофинансовой деятельности и микрофинансовых организациях» и принятыми в соответствии с ним нормативными актами Банка России, и установленных внутренним стандартом саморегулируемой организации»

20.03.2018, 15:19   Банк России

Департамент страхового рынка ( по 25.03.2018 )

Проект положения Банка России «О временной администрации страховой организации»

19.03.2018, 15:10   Банк России

EBA published an assessment of the current credit risk mitigation framework

The European Banking Authority (EBA) published today a Report, which assesses the current Credit Risk Mitigation (CRM) framework, as part of its work on the review of the IRB approach. This Report is part of the 4th and last phase of the EBA’s roadmap on the IRB approach, which also includes a review of supervisory practices, a harmonised definition of default and clarifications on modelling approaches to be used by institutions.

19.03.2018, 11:40   EBA

Chair sets out FSB priorities for the Argentine G20 Presidency

FSB publishes Chair’s letter to G20 Finance Ministers and Central Bank Governors ahead of their meeting in Buenos Aires on 19-20 March.

18.03.2018, 20:00   FSB

EBA highlights progress in the work of supervisory colleges in 2017

The European Banking Authority published today its Report on the functioning of supervisory colleges in 2017, which summarises the EBA’s assessment of the colleges’ activities against the EBA 2017 Colleges Action Plan and the relevant regulation. The Report concludes that significant improvements have been achieved over the last couple of years in college interactions, responsiveness, and in the quality, coverage and reasoning of the joint decision documents. Further efforts are, however, expected both from home and host supervisors to enhance the joint decision process and ensure the completeness of the SREP assessments.

16.03.2018, 13:06   EBA

Департамент коллективных инвестиций и доверительного управления ( по 29.03.2018 )

Проект указания Банка России «О внесении изменений в Указание Банка России от 23 сентября 2016 года № 4139-У «О порядке расчета результатов инвестирования средств пенсионных накоплений, не включенных в резервы негосударственного пенсионного фонда, для отражения на пенсионном счете накопительной пенсии»

16.03.2018, 10:22   Банк России

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